FJTSY vs. CHAT
FJTSY (Fujitsu Ltd ADR) is a stock, while CHAT (Roundhill Generative AI & Technology ETF) is Technology Equities fund actively managed by Roundhill. Over the past 3 years, FJTSY returned 15.57%/yr vs 40.59%/yr for CHAT. At a 0.26 correlation, their price movements are largely independent.
Performance
FJTSY vs. CHAT - Performance Comparison
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Returns By Period
In the year-to-date period, FJTSY achieves a -25.20% return, which is significantly lower than CHAT's 38.98% return.
FJTSY
- 1D
- 1.80%
- 1M
- 0.10%
- 6M
- -28.88%
- YTD
- -25.20%
- 1Y
- -7.11%
- 3Y*
- 15.57%
- 5Y*
- 2.29%
- 10Y*
- 18.44%
CHAT
- 1D
- -2.14%
- 1M
- -15.41%
- 6M
- 32.80%
- YTD
- 38.98%
- 1Y
- 69.03%
- 3Y*
- 40.59%
- 5Y*
- —
- 10Y*
- —
FJTSY vs. CHAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FJTSY Fujitsu Ltd ADR | -25.20% | 55.98% | 17.49% | 13.28% |
CHAT Roundhill Generative AI & Technology ETF | 38.98% | 49.85% | 30.98% | 21.04% |
Correlation
The correlation between FJTSY and CHAT is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since May 18, 2023 | 0.26 |
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Return for Risk
FJTSY vs. CHAT — Risk / Return Rank
FJTSY
CHAT
FJTSY vs. CHAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fujitsu Ltd ADR (FJTSY) and Roundhill Generative AI & Technology ETF (CHAT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FJTSY | CHAT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.03 | ||
| Sortino ratioReturn per unit of downside risk | -2.20 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.30 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | 3.26 | -3.48 |
| Martin ratioReturn relative to average drawdown | -0.40 | 10.18 | -10.59 |
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Drawdowns
FJTSY vs. CHAT - Drawdown Comparison
The maximum FJTSY drawdown since its inception was -62.04%, which is greater than CHAT's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for FJTSY and CHAT.
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Drawdown Indicators
| FJTSY | CHAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.04% | -31.34% | -30.70% |
Max Drawdown (1Y)Largest decline over 1 year | -33.59% | -21.26% | -12.33% |
Max Drawdown (3Y)Largest decline over 3 years | -33.59% | -31.34% | -2.25% |
Max Drawdown (5Y)Largest decline over 5 years | -47.55% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -47.55% | — | — |
Current DrawdownCurrent decline from peak | -29.83% | -21.26% | -8.57% |
Average DrawdownAverage peak-to-trough decline | -22.78% | -5.54% | -17.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.76% | 6.80% | +10.96% |
Volatility
FJTSY vs. CHAT - Volatility Comparison
The current volatility for Fujitsu Ltd ADR (FJTSY) is 9.13%, while Roundhill Generative AI & Technology ETF (CHAT) has a volatility of 16.81%. This indicates that FJTSY experiences smaller price fluctuations and is considered to be less risky than CHAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FJTSY | CHAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.13% | 16.81% | -7.68% |
Volatility (6M)Calculated over the trailing 6-month period | 35.66% | 32.46% | +3.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.70% | 37.18% | +6.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.95% | 31.84% | +2.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.67% | 31.84% | -0.17% |
Dividends
FJTSY vs. CHAT - Dividend Comparison
FJTSY has not paid dividends to shareholders, while CHAT's dividend yield for the trailing twelve months is around 2.05%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHAT Roundhill Generative AI & Technology ETF | 2.05% | 2.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FJTSY Fujitsu Ltd ADR | 0.00% | 0.36% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.63% | 1.30% | 1.30% |
Frequently Asked Questions
FJTSY and CHAT have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHAT has higher volatility (16.81%) compared to FJTSY (9.13%). In terms of maximum drawdown, FJTSY dropped -62.04% vs CHAT's -31.34%.
CHAT currently has the higher Sharpe Ratio (1.87 vs -0.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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